Bayesian high-dimensional screening via MCMC (Q466528)

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scientific article; zbMATH DE number 6361744
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    Bayesian high-dimensional screening via MCMC
    scientific article; zbMATH DE number 6361744

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      Bayesian high-dimensional screening via MCMC (English)
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      27 October 2014
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      model selection
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      fully Bayesian method
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      high-dimensionality
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      posterior consistency
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      size-control prior on model space
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      generalized Zellner-Siow prior
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      generalized hyper-\(g\) prior
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      constrained blockwise Gibbs sampler
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